Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations-Reference-Cited by-同舟云学术

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Wong–Zakai approximations for quasilinear systems of Itô’s type stochastic differential equations

Published:2021-11 Issue: Volume:141 Page:57-78
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Lanconelli Alberto^ORCID,Scorolli Ramiro^ORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference16 articles.

1. Rate of convergence for Wong–Zakai-type approximations of Itô stochastic differential equations;Ben Ammou;J. Theor. Probab.,2018

2. Gaussian Measures;Bogachev,1998

3. Hyperbolic Systems of Conservation Laws. The One Dimensional Cauchy Problem;Bressan,2000

4. An Itô formula for a family of stochastic integrals and related Wong–Zakai theorems;Da Pelo;Stochastic Process. Appl.,2013

5. Stochastic Partial Differential Equations;Holden,2010

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Wong–Zakai Approximation for a Class of SPDEs with Fully Local Monotone Coefficients and Its Application;Journal of Mathematical Fluid Mechanics;2024-05-17

2. Wong–Zakai approximations for quasilinear systems of Itô's-type stochastic differential equations driven by fBm with H > 1 2;Infinite Dimensional Analysis, Quantum Probability and Related Topics;2023-09-26

3. Wong-Zakai approximation and support theorem for 2D and 3D stochastic convective Brinkman-Forchheimer equations;Journal of Mathematical Analysis and Applications;2022-11

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